Time Series in Economics and Finance
Title | Time Series in Economics and Finance PDF eBook |
Author | Tomas Cipra |
Publisher | Springer Nature |
Pages | 409 |
Release | 2020-08-31 |
Genre | Business & Economics |
ISBN | 3030463478 |
This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods, autocorrelation methods for univariate time series, volatility and duration modeling for financial time series, and multivariate time series methods, such as cointegration and recursive state space modeling. It also includes numerous practical examples to demonstrate the theory using real-world data, as well as exercises at the end of each chapter to aid understanding. This book serves as a reference text for researchers, students and practitioners interested in time series, and can also be used for university courses on econometrics or computational finance.
Principles of Financial Economics
Title | Principles of Financial Economics PDF eBook |
Author | Stephen F. LeRoy |
Publisher | Cambridge University Press |
Pages | 371 |
Release | 2014-08-11 |
Genre | Business & Economics |
ISBN | 131606087X |
This second edition provides a rigorous yet accessible graduate-level introduction to financial economics. Since students often find the link between financial economics and equilibrium theory hard to grasp, less attention is given to purely financial topics, such as valuation of derivatives, and more emphasis is placed on making the connection with equilibrium theory explicit and clear. This book also provides a detailed study of two-date models because almost all of the key ideas in financial economics can be developed in the two-date setting. Substantial discussions and examples are included to make the ideas readily understandable. Several chapters in this new edition have been reordered and revised to deal with portfolio restrictions sequentially and more clearly, and an extended discussion on portfolio choice and optimal allocation of risk is available. The most important additions are new chapters on infinite-time security markets, exploring, among other topics, the possibility of price bubbles.
Data Science for Economics and Finance
Title | Data Science for Economics and Finance PDF eBook |
Author | Sergio Consoli |
Publisher | Springer Nature |
Pages | 357 |
Release | 2021 |
Genre | Application software |
ISBN | 3030668916 |
This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.
Financial Economics
Title | Financial Economics PDF eBook |
Author | Antonio Mele |
Publisher | |
Pages | |
Release | 2022 |
Genre | Economics |
ISBN | 9780262369411 |
"Comprehensive overview of the current state of knowledge in financial economics, appropriate for graduate-level research"--
Introduction to the Economics of Financial Markets
Title | Introduction to the Economics of Financial Markets PDF eBook |
Author | James Bradfield |
Publisher | Oxford University Press |
Pages | 508 |
Release | 2007-02-08 |
Genre | Business & Economics |
ISBN | 0198042442 |
There are many textbooks for business students that provide a systematic, introductory development of the economics of financial markets. However, there are as yet no introductory textbooks aimed at more easily daunted undergraduate liberal arts students. Introduction to the Economics of Financial Markets fills this gap by providing an extremely accessible introductory exposition of how economists analyze both how, and how well, financial markets organize the intertemporal allocation of scarce resources. The central theme is that the function of a system of financial markets is to enable consumers, investors, and managers of firms to effect mutually beneficial intertemporal exchanges. James Bradfield uses the standard concept of economic efficiency (Pareto Optimality) to assess the efficacy of the financial markets. He presents an intuitive, and introductory, understanding of the primary theoretical and empirical models that economists use to analyze financial markets, and then uses these models to discuss implications for public policy. Students who use this text will acquire an understanding of the economics of financial markets that will enable them to read, with some sophistication, articles in the public press about financial markets and about public policy toward those markets. The book is addressed to undergraduate students in the liberal arts, but will also be useful for undergraduate and beginning graduate students in programs of business administration who want an understanding of how economists assess financial markets against the criteria of allocative and informational efficiency.
Principles of Commodity Economics and Finance
Title | Principles of Commodity Economics and Finance PDF eBook |
Author | Daniel P. Ahn |
Publisher | MIT Press |
Pages | 229 |
Release | 2019-04-09 |
Genre | Business & Economics |
ISBN | 0262347881 |
A rigorous but practical introduction to the economic, financial, and political principles underlying commodity markets. Commodities have become one of the fastest growing asset classes of the last decade and the object of increasing attention from investors, scholars, and policy makers. Yet existing treatments of the topic are either too theoretical, ignoring practical realities, or largely narrative and nonrigorous. This book bridges the gap, striking a balance between theory and practice. It offers a solid foundation in the economic, financial, and political principles underlying commodities markets. The book, which grows out of courses taught by the author at Columbia and Johns Hopkins, can be used by graduate students in economics, finance, and public policy, or as a conceptual reference for practitioners. After an introduction to basic concepts and a review of the various types of commodities—energy, metals, agricultural products—the book delves into the economic and financial dynamics of commodity markets, with a particular focus on energy. The text covers fundamental demand and supply for resources, the mechanics behind commodity financial markets, and how they motivate investment decisions around both physical and financial portfolio exposure to commodities, and the evolving political and regulatory landscape for commodity markets. Additional special topics include geopolitics, financial regulation, and electricity markets. The book is divided into thematic modules that progress in complexity. Text boxes offer additional, related material, and numerous charts and graphs provide further insight into important concepts.
The Atlas of Economic Indicators
Title | The Atlas of Economic Indicators PDF eBook |
Author | W. Stansbury Carnes |
Publisher | Harper Collins |
Pages | 244 |
Release | 1992-07-01 |
Genre | Business & Economics |
ISBN | 0887305377 |
For professional and individual investors, executives or business students, a unique atlas of what makes the markets move.